Panel data + individual-irrelevant, time-variant data

[Jack Hirchfield]

Hi Statalist Forum,

I am looking to merge three datasets. One is panel data containing information pertaining to specific gilts over time along with some time-invariant variables such as Duration of the respective gilts e.g.
Gilt name Date Yield Duration (years)
Gilt 1 Date1 1.2 1
Gilt 1 Date2 1.3 1
Gilt 1 Date3 1.2 1
Gilt 2 Date1 2.1 2
Gilt 2 Date2 2.4 2
Gilt 2 Date3 2.3 2
Gilt 3 Date1 1.8 1.5 etc

I want to merge this with more panel data, namely, cumulative daily gilt purchase data (purchase amount) (specific to gilts) e.g.
Date of purchase Gilt Name Purchase amount
Date 1 Gilt 1 30
Date 1 Gilt 2 28
Date 1 Gilt 3 29
Date 1 Gilt 6 41
Date 2 Gilt 1 36
Date 2 Gilt 2 32
Date 2 Gilt 3 28
Date 2 Gilt 7 24

And then I would also like to merge time-variant, individual-unrelated data, namely, Overnight Indexed Swap data e.g.
OIS(1 year spot curve) OIS (3 year spot curve)
Date 1 1.2 1.6
Date 2 1.3 1.4
Date 3 1.1 1.4

From what I have read in the merge help pdf, I cannot figure out which type of merges I need to perform.

Any help would be greatly appreciated

Kind regards,

Jack

[Jack Hirchfield]

I have realised that the illustrations of the datasets lack clarity so I have attached photos of the datasets in an attempt to clarify. The numbers listed in the 'date' variable (e.g. 1-83) correspond to days within the relevant period



Thank you again for any help / guidance others can offer.